LUMN Options History — May 2022

In May 2022, LUMN traded between $10.24 and $12.45. ATM implied volatility averaged 45.2%, placing in the 57.1% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 1.5% (HV 20d: 43.7%). Max pain ranged from $10.00 to $12.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.72.

Notable Days

  • 2022-05-04: Highest Volume — 65,196 contracts
  • 2022-05-18: Largest IV spike — 15.3% change
  • 2022-05-02: Highest IV Rank — 100.0%
  • 2022-05-04: Largest Expected Move — 19.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.33$10.24$12.45$10.24$12.28
Max Pain$11.19$10.00$12.00$10.00$12.00
ATM IV45.2%34.6%59.8%58.3%36.3%
Expected Move13.2%10.0%19.5%19.0%10.5%
HV 20d43.7%33.2%50.7%33.2%45.1%
HV 60d37.8%31.4%47.1%46.4%36.3%
IV Rank57.1%22.8%100.0%100.0%27.9%
IV Percentile75.0%36.5%100.0%100.0%45.2%
Term Structure0.5%-9.4%43.0%43.0%-0.9%
VWIV46.7%36.4%78.5%63.7%39.5%
Skew 25d10.1%2.6%77.2%7.9%6.3%
Skew 10d16.8%6.5%60.6%15.2%12.2%
Call IV 25d42.8%32.7%53.8%53.0%35.1%
Put IV 25d52.9%39.0%131.0%60.9%41.3%
Bid-Ask Spread %23.804.8563.8357.8563.83
Gamma HHI0.200.120.490.130.15
Net GEX2.7M-202.4K6.2M-202.4K3.1M
Net DEX-11.9M-72.5M47.5M47.5M-41.2M
Net VEX-701.3K-846.8K-620.2K-620.2K-846.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.252.090.771.24
Total Volume32,151.76210,67865,19647,02249,143
Total OI561,416.905511,828600,997517,483538,449

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$10.24$10.0058.3%19.0%33.2%100.0%63.7%7.9%43.0%-202.4K47.5M-620.2K0.7757.85N/AN/A26,55820,464287,361230,122
2022-05-03$10.42$10.0059.8%19.0%34.0%100.0%66.7%27.4%-3.9%390.6K34.3M-640.7K0.9551.62N/AN/A14,13913,391301,880238,430
2022-05-04$10.64$10.0055.8%19.5%34.9%88.4%78.5%77.2%-9.4%808.6K17.9M-676.8K1.1351.62N/AN/A30,56034,636302,423239,566
2022-05-05$10.59$12.0048.0%13.5%34.9%65.6%46.9%3.6%-1.3%356.8K35.1M-639.8K0.7031.00N/AN/A26,51418,484300,516260,047
2022-05-06$10.86$12.0046.1%12.6%35.9%59.9%44.7%5.9%0.0%2.4M12.4M-658.9K0.4319.74N/AN/A21,4579,158317,032263,105
2022-05-09$11.18$12.0047.6%13.2%37.6%64.4%45.3%6.6%-0.9%2.0M-4.9M-667.0K0.4415.85N/AN/A13,8336,033304,237249,661
2022-05-10$10.65$12.0048.4%13.0%41.2%66.7%46.7%7.1%-3.0%690.8K29.5M-629.8K0.2713.72N/AN/A19,9065,288312,526252,668
2022-05-11$10.65$12.0048.3%13.1%41.2%66.4%45.9%6.6%-2.2%970.8K25.6M-672.4K0.328.12N/AN/A8,0942,584324,450254,388
2022-05-12$11.42$11.0049.8%14.1%48.6%70.7%48.5%5.2%0.6%3.9M-39.4M-696.8K0.6113.73N/AN/A29,01617,665326,913254,576
2022-05-13$11.62$11.0045.6%12.4%49.0%58.5%45.4%9.6%-2.7%4.4M-49.1M-716.1K1.369.03N/AN/A12,24216,616322,821266,262
2022-05-16$11.68$11.0044.3%12.5%48.6%54.6%43.8%6.0%0.7%4.3M-43.1M-721.8K0.3613.00N/AN/A11,6634,220315,051272,840
2022-05-17$11.87$11.0040.0%11.4%48.4%41.8%42.6%4.2%-0.0%5.1M-65.3M-718.3K0.3912.52N/AN/A17,1316,604317,656273,910
2022-05-18$11.39$11.0046.1%13.2%50.7%59.8%44.9%6.3%-4.8%3.3M-19.3M-690.5K0.415.39N/AN/A13,2305,361319,731274,967
2022-05-19$11.35$11.0043.7%12.7%50.7%52.8%43.2%4.0%-4.1%3.0M-16.4M-675.3K0.607.53N/AN/A7,4894,531323,611276,605
2022-05-20$10.99$11.0043.2%12.6%46.2%51.5%43.9%6.3%-1.4%6.2M16.5M-650.8K2.094.85N/AN/A12,55426,208324,127276,870
2022-05-23$11.42$11.0039.9%11.5%48.1%41.7%40.8%4.9%0.7%762.9K4.3M-699.8K0.2549.55N/AN/A22,5805,684265,633246,195
2022-05-24$11.89$11.0038.9%11.2%49.4%38.6%37.1%2.6%0.6%2.9M-31.8M-755.0K0.485.06N/AN/A15,3187,314276,937252,012
2022-05-25$11.98$11.0038.9%11.5%48.0%38.5%38.5%4.8%-0.4%3.7M-42.3M-755.2K1.6448.20N/AN/A8,48713,942285,207253,179
2022-05-26$12.30$11.0035.7%10.4%48.5%29.3%36.4%4.3%-0.2%5.6M-72.5M-748.7K0.348.28N/AN/A47,36316,048287,536262,069
2022-05-27$12.45$12.0034.6%10.0%44.4%22.8%37.3%6.3%0.5%4.1M-48.7M-846.8K0.399.43N/AN/A24,2159,464266,451271,735
2022-05-31$12.28$12.0036.3%10.5%45.1%27.9%39.5%6.3%-0.9%3.1M-41.2M-846.8K1.2463.83N/AN/A21,90427,239271,670266,779